| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 99.0% |
| Cumulative Return | 206.37% |
| CAGR﹪ | 27.48% |
| Sharpe | 2.05 |
| Prob. Sharpe Ratio | 100.0% |
| Smart Sharpe | 2.0 |
| Sortino | 3.85 |
| Smart Sortino | 3.75 |
| Sortino/√2 | 2.72 |
| Smart Sortino/√2 | 2.65 |
| Omega | 1.68 |
| Max Drawdown | -8.03% |
| Longest DD Days | 82 |
| Volatility (ann.) | 13.52% |
| Calmar | 3.42 |
| Skew | 1.91 |
| Kurtosis | 15.15 |
| Expected Daily | 0.11% |
| Expected Monthly | 2.91% |
| Expected Yearly | 32.3% |
| Kelly Criterion | 22.53% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -1.29% |
| Expected Shortfall (cVaR) | -1.29% |
| Max Consecutive Wins | 9 |
| Max Consecutive Losses | 8 |
| Gain/Pain Ratio | 0.68 |
| Gain/Pain (1M) | 10.96 |
| Payoff Ratio | 1.34 |
| Profit Factor | 1.68 |
| Common Sense Ratio | 2.52 |
| CPC Index | 1.26 |
| Tail Ratio | 1.5 |
| Outlier Win Ratio | 6.89 |
| Outlier Loss Ratio | 5.49 |
| MTD | 5.45% |
| 3M | 11.99% |
| 6M | 25.49% |
| YTD | 11.32% |
| 1Y | 34.17% |
| 3Y (ann.) | 22.45% |
| 5Y (ann.) | 27.48% |
| 10Y (ann.) | 27.48% |
| All-time (ann.) | 27.48% |
| Best Day | 6.27% |
| Worst Day | -4.18% |
| Best Month | 14.65% |
| Worst Month | -4.17% |
| Best Year | 72.79% |
| Worst Year | 11.32% |
| Avg. Drawdown | -1.26% |
| Avg. Drawdown Days | 9 |
| Recovery Factor | 14.43 |
| Ulcer Index | 0.02 |
| Serenity Index | 16.79 |
| Avg. Up Month | 3.85% |
| Avg. Down Month | -1.84% |
| Win Days | 55.59% |
| Win Month | 84.62% |
| Win Quarter | 100.0% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2022 | 57.36% | 72.79% |
| 2023 | 25.87% | 28.74% |
| 2024 | 21.76% | 23.72% |
| 2025 | 10.8% | 11.32% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2022-05-11 | -8.03 | 7 |
| 2022-04-06 | 2022-05-03 | -7.21 | 28 |
| 2022-08-17 | 2022-09-21 | -6.99 | 36 |
| 2022-02-15 | 2022-02-22 | -6.26 | 8 |
| 2024-03-20 | 2024-05-30 | -5.84 | 72 |
| 2022-12-20 | 2023-03-11 | -5.54 | 82 |
| 2022-06-11 | 2022-06-15 | -4.84 | 5 |
| 2024-08-04 | 2024-09-10 | -4.48 | 38 |
| 2023-03-13 | 2023-03-16 | -4.35 | 4 |
| 2022-02-04 | 2022-02-09 | -4.13 | 6 |